Nonparametric estimation of the density of regression errors
Tài liệu tham khảo
Akritas, 2001, Non-parametric estimation of the residual distribution, Scand. J. Stat., 28, 549, 10.1111/1467-9469.00254
Cheng, 2005, Asymptotic distributions of error density and distribution function estimators in nonparametric regression, J. Statist. Plann. Inference, 128, 327, 10.1016/j.jspi.2003.12.004
Deheuvels, 2004, General asymptotic confidence bands based on kernel-type function estimators, Stat. Inference Stoch. Process., 7, 225, 10.1023/B:SISP.0000049092.55534.af
Efromovich, 2005, Estimation of the density of the regression errors, Ann. Statist., 33, 2194, 10.1214/009053605000000435
Müller, 2009, Estimating the error distribution in nonparametric regression with multivariate covariates, Statist. Probab. Lett., 79, 957, 10.1016/j.spl.2008.11.024
Nadaraya, 1964, On a regression estimate, Teor. Verojatnost. i Primenen., 9, 157
Neumeyer, 2010, Estimating the error distribution in nonparametric multiple regression with applications to model testing, J. Multivariate Anal., 101, 1067, 10.1016/j.jmva.2010.01.007
Pinsker, 1980, Optimal filtering of a square integrable signal in Gaussian white noise, Probl. Inf. Transm., 16, 52
Plancade, 2008, Nonparametric estimation of the density of the regression noise, C. R. Acad. Sci. Paris, Ser. I, 346, 461, 10.1016/j.crma.2008.02.021
Scott, 1992
Silverman, 1986, Density Estimation for Statistics and Data Analysis, vol. 26
Wand, 1995
Watson, 1964, Smooth regression analysis, Sankhyā Ser. A, 26, 359
